statistical.py 文件源码

def compute(self, today, assets, out, base_data, target_data):
        # If `target_data` is a Slice or single column of data, broadcast it
        # out to the same shape as `base_data`, then compute column-wise. This
        # is efficient because each column of the broadcasted array only refers
        # to a single memory location.
        target_data = broadcast_arrays(target_data, base_data)[0]
        for i in range(len(out)):
            out[i] = pearsonr(base_data[:, i], target_data[:, i])[0]